+44.2%
BMY vs FITB
+142.6%
-98.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +6.2% | +7.0% | -0.8% | +4.5% |
| 3M | -2.1% | -4.4% | +2.2% | -1.2% |
| 6M | +14.3% | +11.6% | +2.7% | +10.9% |
| YTD | +21.6% | +18.6% | +3.0% | +15.7% |
| 1Y | +38.8% | +29.8% | +9.0% | +29.0% |
| All | +44.2% | +142.6% | -98.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling